+20.6%
EXC vs BLK
+64.8%
-44.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.5% |
| 7D | +0.3% | -2.7% | +3.0% | +0.4% |
| 30D | -0.9% | -4.8% | +3.9% | -0.7% |
| 3M | -2.7% | +6.5% | -9.2% | -3.0% |
| 6M | -9.4% | +13.2% | -22.5% | -10.1% |
| YTD | +3.0% | +1.8% | +1.2% | +2.8% |
| 1Y | +5.1% | -1.0% | +6.1% | +5.1% |
| All | +20.6% | +64.8% | -44.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling